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Senior Risk Manager Methodology

Imagine…
Imagine… Rabobank’s market risk models are seen as state of the art by the business, by the supervisors and by our competitors. With you as our Senior Risk Manager Methodology, we will achieve this together. Your expertise and ability to identify, model and measure risks for Financial Markets products will be an asset to our team.

Making a difference  

  • Reviewing existing models and identifying improvements.

  • Including new risks in Rabobank’s market risk framework.

  • Implementing new regulatory requirements like FRTB.

  • Addressing supervisory findings related to the market risk models.

  • Working with IT to get model changes implemented in the Risk systems.

  • Carrying out regulatory exercises like the EBA stress test.

  • Working closely with other departments in the Financial Markets domain.


An example of our previous market risk projects that made a difference: We implemented the market risk framework for linear interest rate & FX derivatives in Rabobank’s new Front-to-Back-to-Risk system Murex . The result: Due to innovative use of spread curve methodology in the new system traders and senior management get much better insight in the market risks in the trading books and can manage these better.

With each other
Collaboration is at the heart of everything we do. Our Market Risk Methodology team brings talented people together to develop and maintain Rabobank’s market risk framework. With you as a Senior Risk Manager Methodology the team will consist of 12 diverse colleagues in a variety of roles, including:

Niels Zagers (Senior Risk Manager Methodology): “It is a pleasure to work in an international team with motivated and skilled experts. Our task is first of all to provide sound methodologies for risk monitoring and management. We are also responsible for capital calculations and we are the point of contact for the regulator for Market Risk. In this team regulatory requirements, quantitative models, financial products, (big) data, and number crunching all come together. If you enjoy that like me, you will enjoy helping us to design and implement our risk framework, but even more it will be rewarding to see how your work is used in daily practice.”

Melissa Faizurachmi-Siegers (Senior Risk Manager Methodology): “My current role gives me the opportunity to be involved in various bank-wide projects which also gives me better understanding of a trade flow from front to back office. In my daily work, I am working closely with people from various departments within the bank including Risk IT, regional risk managers, product control, Financial Engineering and business (Market/Treasury). The role also gives exposure to various systems used in the bank. It combines quantitative skill, products and market knowledge. “

Camille Bollengier (Medior Risk Manager Methodology): “I really enjoy working in the Market Risk Methodolody team as the team is international, young and dynamic, the subjects we cover are varied (calibration of new scenarios, implementation of new regulations, system testing, ...) and we collaborate with people from different departments. As a Medior / Senior, you also have the opportunity to share your knowledge with Junior members and help them grow. The position offers a good mix of financial subjects and IT knowledge, in a good atmosphere.”

With you

It's logical that customer focus, razor-sharp analytical skills, a delivering results mind set and being a team player are essential for the role of Senior Risk Manager Methodology. In addition, it's important that you recognise yourself in the checklist below:
 

  • a Master Degree in Econometrics / Quantitative Finance or related;

  • good knowledge of and experience with market risk modelling;

  • at least three years of experience working in a relevant field;

  • experience with and understanding of financial derivatives;

  • good programming skills (e.g. VBA, Python or Matlab);

  • a good understanding of the regulatory requirements related to market risk;

  • a good command of the English language and a good communicator.

Growing a better world together
You'll already be aware that Rabobank is a financial services provider for 8.5 million customers in 40 countries. But did you know that we aim to contribute to real change with our 'Growing a better world together' mission?  We do so in countless ways, such as:
 

  • Each year, we donate part of our profits back to society. We invest this money, which we call the co-operative dividend, in a variety of local initiatives.

  • With the Rabobank Foundation, we support social enterprises. This gives people experiencing barriers entering the labour market the opportunities they deserve, and helps them to participate fully in our society.

  • Together with the World Wildlife Fund, we're helping to create a harmonious balance between nature and the agricultural sector in Brazil.

Interested?
Do you want to become the ideal version of yourself? We would love to help you achieve this by focusing firmly on your growth, development, and investing in an environment where you keep learning every day. We give you the space to innovate and initiate. In this way, we offer you numerous opportunities to grow and help you exceed your expectations, to do the right thing exceptionally well, and to therefore grow as a professional. In addition, with us (on the basis of a 36-hour working week), you can also expect:

  • a gross monthly salary between EUR 4500 and EUR 6200 (JG 10) (classification depends on education, knowledge and experience);

  • a thirteenth month and holiday pay;

  • an Employee Benefit Budget (10% of your monthly salary). You decide how to spend this budget. This may include purchasing extra leave days, making extra pension contributions or even receiving a monthly cash payout;

  • A personal budget that you can spend on activities related to your personal development and career;

  • flexible working times and location-independent working;

  • travel allowance when you travel by public transport or car;

  • a pension scheme, to which your contribution is only 5%.

Let's meet. 
Are you the person we're looking for? Are you ready to join Rabobank as a Senior Risk Manager Methodology and to make a difference to yourself, our customers and to society?  We look forward to receiving your application for this vacancy in Utrecht.

Good to know:

  • Apply via the “Apply now” button with your CV and cover letter before January 31st, 2021. Responses will be handled in accordance with our vacancy management policy.

  • If you have any questions about the specific details of this position, please contact Tetiana Nemchenko, Team Lead Market Risk Methodology, on Tetiana.Nemchenko@rabobank.com or René van der Pol, Market Risk Methodology Expert on +31 6 15521913 or rene.van.der.pol@rabobank.com.

  • Marle Verzaal, Corporate Recruiter, would be happy to answer any questions about the application procedure via Marle.Verzaal@rabobank.nl

  • The application process may include screening. Based on the screening procedures in place at Rabobank, we assess whether new staff are reliable enough to work at Rabobank (only external).

  • The application process for this vacancy may include an individual assessment (only external).

  • We want to use your talent in the broadest sense and would like to look at your response more broadly than this vacancy. Your profile (only external candidates*) will be included in the Talent Board Risk. If you object to this, you can indicate this by e-mail at Finance.risk@rabobank.nl

  • Your privacy is important to us. Do you want to know more, click on this link.

  • Everyone is different, and it is exactly those differences that help us become an even better bank. That's why we want to know who you really are!

Senior Risk Manager Methodology

We ontvangen graag je sollicitatie. Interviews zullen via videocall worden gepland.

Type contract Fulltime
Vakgebied Finance & Risk
Opleiding Master
Locatie Utrecht (Nederland)
Referentienummer JR_00036593
Publicatiedatum 8 december 2020

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